+122.6%
SLV vs TOST
+99.4%
+23.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | +11.6% | -12.4% | -1.5% |
| 30D | -15.4% | +16.2% | -31.6% | -16.3% |
| 3M | -16.3% | +1.0% | -17.3% | -16.5% |
| 6M | -28.8% | +23.2% | -52.0% | -29.9% |
| YTD | -27.1% | -1.0% | -26.2% | -27.1% |
| 1Y | +7.5% | -9.9% | +17.4% | +8.4% |
| All | +122.6% | +99.4% | +23.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling